+507.7%
IREN vs AXP
+115.2%
+392.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.5% |
| 7D | -16.0% | -0.1% | -15.9% | -15.9% |
| 30D | -40.5% | +4.4% | -45.0% | -43.6% |
| 3M | -59.4% | -6.4% | -53.0% | -57.1% |
| 6M | -67.1% | +4.2% | -71.2% | -69.3% |
| YTD | -51.9% | -12.4% | -39.5% | -46.8% |
| 1Y | -62.7% | -11.1% | -51.5% | -59.7% |
| 3Y | +507.7% | +114.9% | +392.8% | +34.6% |
| All | +507.7% | +115.2% | +392.5% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling